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~language:"eng"
~person:"Allen, David E."
~subject:"Volatilität"
~type_genre:"Working Paper"
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Allen, David E.
McAleer, Michael
51
Caporale, Guglielmo Maria
20
Gupta, Rangan
20
Pierdzioch, Christian
20
Chang, Chia-Lin
17
Chiarella, Carl
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8
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7
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7
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7
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7
Xu, Yongdeng
7
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Ҫepni, Oğuzhan
7
Benk, Szilárd
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Bonato, Matteo
6
Caporin, Massimiliano
6
Gil-Alaña, Luis A.
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Gillman, Max
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School of Finance and Business Economics <Perth, Western Australia>
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3
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ECONIS (ZBW)
8
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1
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
4
Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001516104
Saved in:
5
Variation of share prices due to fundamental and non-fundamental innovations
Allen, David E.
(
contributor
);
Yang, Wenling
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001488570
Saved in:
6
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
7
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
8
Returns, volatility and liquidity on the ASX : undisclosed vs. disclosed limit orders
Allen, David E.
;
Cheng, Alexander S.-S.
; …
-
2007
Persistent link: https://www.econbiz.de/10003414338
Saved in:
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